0000894189-13-000810.txt : 20130211 0000894189-13-000810.hdr.sgml : 20130211 20130211154441 ACCESSION NUMBER: 0000894189-13-000810 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20121231 FILED AS OF DATE: 20130211 DATE AS OF CHANGE: 20130211 EFFECTIVENESS DATE: 20130211 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Rafferty Asset Management, LLC CENTRAL INDEX KEY: 0001389426 IRS NUMBER: 133946966 STATE OF INCORPORATION: NY FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12221 FILM NUMBER: 13591484 BUSINESS ADDRESS: STREET 1: 1301 AVENUE OF THE AMERICAS (6TH AVENUE) STREET 2: 35TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10019 BUSINESS PHONE: 646-572-3390 MAIL ADDRESS: STREET 1: 1301 AVENUE OF THE AMERICAS (6TH AVENUE) STREET 2: 35TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10019 13F-HR 1 ram_13f-hr.txt QUARTERLY HOLDINGS REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2012 Check here if Amendment [ ]: Amendment Number: [ ] This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Rafferty Asset Management, LLC Address: 1301 Avenue of the Americas (6th Ave), 35th Floor New York, NY 10019 13F File Number: 28-12221 -------- The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists and tables are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Angela Brickl Title: CCO Phone: 646-572-3463 Signature, Place, and Date of Signing ---/s/ Angela Brickl-- -Milwaukee, WI-- -January 16, 2013---- Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: Form 13 F File Number Name 28-__________________ ___________________________ FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers 1 Form 13F Information Table Entry Total: 374 Form 13F Information Table Value Total: 606,290 List of Other Included Managers: No. Form 13F File Number Name 1 28-12656 FLEXIBLE PLAN INVESTMENTS, INC. - -------- -------------------------------

TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER -------- --------- --------- ---------- --- ---- ---------- ------- NAME OF ISSUER CLASS CUSIP (X$1,000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE ----------------------------- -------- --------- --------- ---------- --- ---- ---------- ------- ------- ------ ---- ----------------------------- AFLAC INC COM 001055102 894 16,822 SH SOLE 16,822 AT&T INC COM 00206R102 321 9,531 SH SOLE 9,531 ADVANCED MICRO DEVICES INC COM 007903107 297 123,917 SH SOLE 123,917 AFFILIATED MANAGERS GROUP COM 008252108 236 1,815 SH SOLE 1,815 ALLEGHANY CORP DEL COM 017175100 204 609 SH SOLE 609 ALLIANCE DATA SYSTEMS CORP COM 018581108 260 1,795 SH SOLE 1,795 ALLSTATE CORP COM 020002101 708 17,637 SH SOLE 17,637 ALTERA CORP COM 021441100 954 27,712 SH SOLE 27,712 ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 241 20,225 SH SOLE 20,225 AMAZON COM INC COM 023135106 352 1,400 SH SOLE 1,400 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 472 20,376 SH SOLE 20,376 AMERICAN CAPITAL AGENCY CORP COM 02503X105 349 12,072 SH SOLE 12,072 AMERICAN CAP LTD COM 02503Y103 134 11,159 SH SOLE 11,159 AMERICAN EXPRESS CO COM 025816109 2,070 36,008 SH SOLE 36,008 AMERICAN INTL GROUP INC COM 026874784 838 23,729 SH SOLE 23,729 AMERICAN TOWER CORP NEW COM 03027X100 1,097 14,194 SH SOLE 14,194 AMERIPRISE FINL INC COM 03076C106 467 7,462 SH SOLE 7,462 ANADARKO PETE CORP COM 032511107 388 5,222 SH SOLE 5,222 ANNALY CAP MGMT INC COM 035710409 484 34,445 SH SOLE 34,445 APACHE CORP COM 037411105 392 4,997 SH SOLE 4,997 APPLE INC COM 037833100 335 629 SH SOLE 629 APPLIED MATLS INC COM 038222105 1,803 157,630 SH SOLE 157,630 AVALONBAY CMNTYS INC COM 053484101 553 4,082 SH SOLE 4,082 SHARED AVIS BUDGET GROUP COM 053774105 253 12,764 SH DEFINED 1 12,764 BB&T CORP COM 054937107 913 31,365 SH SOLE 31,365 SHARED BT GROUP PLC ADR 05577E101 254 6,674 SH DEFINED 1 6,674 ADR BAIDU INC SPON REP A 056752108 745 7,432 SH SOLE 7,432 BANCO BRADESCO S A SP ADR PFD 059460303 304 17,527 SH SOLE 17,527 BANK OF AMERICA CORPORATION COM 060505104 4,615 397,851 SH SOLE 397,851 BANK NEW YORK MELLON CORP COM 064058100 1,102 42,896 SH SOLE 42,896 BARCLAYS BK PLC SHARED IPMS INDIA ETN 06739F291 202 3,400 SH DEFINED 1 3,400 BARRETT BILL CORP COM 06846N104 351 19,723 SH SOLE 19,723 BERKSHIRE HATHAWAY INC DEL CL B 084670702 5,749 64,087 SH SOLE 64,087 BLACKROCK INC COM 09247X101 1,152 5,575 SH SOLE 5,575 BLACKROCK CREDIT SHARED ALL INC TR COM 092508100 152 11,057 SH DEFINED 1 11,057 BLACKROCK CORPOR SHARED HI YLD FD V COM 09255P107 154 12,394 SH DEFINED 1 12,394 BLACKROCK FLOAT SHARED RATE OME STR COM 09255X100 155 10,229 SH DEFINED 1 10,229 BOSTON PROPERTIES INC COM 101121101 580 5,478 SH SOLE 5,478 BROADCOM CORP CL A 111320107 1,827 55,010 SH SOLE 55,010 CBRE GROUP INC CL A 12504L109 238 11,964 SH SOLE 11,964 CIT GROUP INC COM 125581801 274 7,098 SH SOLE 7,098 CME GROUP INC COM 12572Q105 605 11,938 SH SOLE 11,938 CNOOC LTD SPONSORED ADR 126132109 807 3,670 SH SOLE 3,670 CABOT OIL & GAS CORP COM 127097103 397 7,986 SH SOLE 7,986 CAPITAL ONE FINL CORP COM 14040H105 1,210 20,879 SH SOLE 20,879 CEMEX SAB DE CV SPON ADR 151290889 123 12,467 SH SOLE 12,467 CENOVUS ENERGY INC COM 15135U109 376 11,216 SH SOLE 11,216 CHESAPEAKE ENERGY CORP COM 165167107 402 24,159 SH SOLE 24,159 SHARED CHIMERA INVT CORP COM 16934Q109 229 87,618 SH DEFINED 1 87,618 CHIMERA INVT CORP COM 16934Q109 95 36,306 SH SOLE 36,306 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 710 14,293 SH SOLE 14,293 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 1,024 17,445 SH SOLE 17,445 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 611 5,317 SH SOLE 5,317 CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 438 7,701 SH SOLE 7,701 CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 408 25,046 SH SOLE 25,046 CHUBB CORP COM 171232101 731 9,708 SH SOLE 9,708 CINCINNATI FINL CORP COM 172062101 295 7,525 SH SOLE 7,525 CIRRUS LOGIC INC COM 172755100 313 10,799 SH SOLE 10,799 CITIGROUP INC COM 172967424 4,189 105,878 SH SOLE 105,878 CLAYMORE EXCHANGE TRD FD SHARED TR GUGG S&P GBL WTR 18383Q507 340 15,300 SH DEFINED 1 15,300 CLAYMORE EXCHANGE TRD FD SHARED TR GUGG CHN SML CAP 18383Q853 3,131 130,500 SH DEFINED 1 130,500 CLAYMORE EXCHANGE TRD FD SHARED TR GUGG TIMBER ETF 18383Q879 715 35,000 SH DEFINED 1 35,000 COCA COLA CO COM 191216100 216 5,946 SH SOLE 5,946 COMERICA INC COM 200340107 378 12,465 SH SOLE 12,465 COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 75 12,707 SH SOLE 12,707 COMSTOCK RES INC COM 205768203 360 23,819 SH SOLE 23,819 CORNING INC COM 219350105 155 12,292 SH SOLE 12,292 CREE INC COM 225447101 651 19,171 SH SOLE 19,171 CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 322 14,122 SH SOLE 14,122 DEVON ENERGY CORP NEW COM 25179M103 393 7,555 SH SOLE 7,555 DIGITAL RLTY TR INC COM 253868103 292 4,304 SH SOLE 4,304 DISCOVER FINL SVCS COM 254709108 779 20,198 SH SOLE 20,198 DUN & BRADSTREET CORP DEL NE COM 26483E100 208 2,641 SH SOLE 2,641 EOG RES INC COM 26875P101 422 3,496 SH SOLE 3,496 EQT CORP COM 26884L109 390 6,613 SH SOLE 6,613 E TRADE FINANCIAL CORP COM 269246401 92 10,260 SH SOLE 10,260 EXCO RESOURCES INC COM 269279402 331 48,911 SH SOLE 48,911 ENCANA CORP COM 292505104 359 18,157 SH SOLE 18,157 EQUIFAX INC COM 294429105 238 4,401 SH SOLE 4,401 EQUITY RESIDENTIAL SH BEN INT 29476L107 697 12,297 SH SOLE 12,297 EXXON MOBIL CORP COM 30231G102 248 2,871 SH SOLE 2,871 FNB CORP PA COM 302520101 107 10,119 SH SOLE 10,119 FEDERAL REALTY INVT TR SH BEN INT 313747206 235 2,259 SH SOLE 2,259 FIDELITY NATL INFORMATION SV COM 31620M106 314 9,024 SH SOLE 9,024 FIFTH THIRD BANCORP COM 316773100 503 33,089 SH SOLE 33,089 FIRST NIAGARA FINL GP INC COM 33582V108 116 14,590 SH SOLE 14,590 SHARED FIRST TR ISE WATER INDEX FD COM 33733B100 1,587 61,000 SH DEFINED 1 61,000 FIRST TR EXCHANGE TRADED SHARED FD NY ARCA BIOTECH 33733E203 3,345 72,800 SH DEFINED 1 72,800 FIRST TR EXCHANGE TRADED SHARED FD DJ INTERNT IDX 33733E302 6,925 177,700 SH DEFINED 1 177,700 FIRST TR NASDAQ100 SHARED TECH INDE SHS 337345102 2,303 89,100 SH DEFINED 1 89,100 FIRST TR EXCHANGE TRADED SHARED FD CONSUMR DISCRE 33734X101 497 22,000 SH DEFINED 1 22,000 FIRST TR EXCHANGE TRADED SHARED FD CONSUMR STAPLE 33734X119 2,632 103,900 SH DEFINED 1 103,900 FIRST TR EXCHANGE TRADED SHARED FD MATERIALS ALPH 33734X168 271 10,500 SH DEFINED 1 10,500 FIRST TR EXCHANGE TRADED SHARED FD TECH ALPHADEX 33734X176 2,297 106,100 SH DEFINED 1 106,100 FIRST TR SML CP CORE SHARED ALPHA F COM SHS 33734Y109 798 23,400 SH DEFINED 1 23,400 FISERV INC COM 337738108 407 5,153 SH SOLE 5,153 FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 260 10,110 SH SOLE 10,110 FOREST OIL CORP COM PAR $0.01 346091705 380 56,810 SH SOLE 56,810 FRANKLIN RES INC COM 354613101 644 5,121 SH SOLE 5,121 GAMESTOP CORP NEW CL A 36467W109 213 8,486 SH SOLE 8,486 SHARED GANNETT INC COM 364730101 255 14,167 SH DEFINED 1 14,167 GENERAL GROWTH PPTYS INC NEW COM 370023103 370 18,662 SH SOLE 18,662 COM GENWORTH FINL INC CL A 37247D106 166 22,169 SH SOLE 22,169 GIANT INTERACTIVE GROUP INC ADR 374511103 135 24,887 SH SOLE 24,887 GLOBAL X FDS FTSE SHARED COLOMBIA20 37950E200 214 9,600 SH DEFINED 1 9,600 GOLDMAN SACHS GROUP INC COM 38141G104 2,254 17,667 SH SOLE 17,667 GOODRICH PETE CORP COM 382410405 422 45,279 SH SOLE 45,279 HCP INC COM 40414L109 745 16,487 SH SOLE 16,487 HARTFORD FINL SVCS GROUP INC COM 416515104 356 15,857 SH SOLE 15,857 HEALTH MGMT SHARED ASSOC INC NEW CL A 421933102 257 27,537 SH DEFINED 1 27,537 HEALTH CARE REIT INC COM 42217K106 571 9,310 SH SOLE 9,310 HITTITE MICROWAVE CORP COM 43365Y104 324 5,221 SH SOLE 5,221 HOME DEPOT INC COM 437076102 359 5,804 SH SOLE 5,804 HOST HOTELS & RESORTS INC COM 44107P104 402 25,660 SH SOLE 25,660 HUANENG PWR INTL INC SPON ADR H SHS 443304100 293 7,896 SH SOLE 7,896 HUDSON CITY BANCORP COM 443683107 156 19,242 SH SOLE 19,242 HUNTINGTON BANCSHARES INC COM 446150104 351 54,871 SH SOLE 54,871 SHARED INDEXIQ ETF TR HEDGE MLTI ETF 45409B107 248 8,900 SH DEFINED 1 8,900 INTEL CORP COM 458140100 1,931 93,595 SH SOLE 93,595 INTERCONTINENTALEXCHANGE INC COM 45865V100 324 2,618 SH SOLE 2,618 INTERDIGITAL INC COM 45867G101 279 6,792 SH SOLE 6,792 SHARED ISHARES INC MSCI AUSTRALIA 464286103 4,782 190,200 SH DEFINED 1 190,200 SHARED ISHARES INC EM MKT MIN VOL 464286533 551 9,100 SH DEFINED 1 9,100 SHARED ISHARES INC MSCI EMU INDEX 464286608 2,315 69,200 SH DEFINED 1 69,200 SHARED ISHARES INC MSCI THAILAND 464286624 528 6,400 SH DEFINED 1 6,400 ISHARES INC MSCI PAC J IDX 464286665 511 10,845 SH SOLE 10,845 ISHARES INC MSCI UTD KINGD 464286699 1,337 74,546 SH SOLE 74,546 SHARED ISHARES INC MSCI FRANCE 464286707 4,591 194,600 SH DEFINED 1 194,600 SHARED ISHARES INC MSCI TURKEY FD 464286715 8,194 122,700 SH DEFINED 1 122,700 SHARED ISHARES INC MSCI TAIWAN 464286731 2,344 172,100 SH DEFINED 1 172,100 SHARED ISHARES INC MSCI SWITZERLD 464286749 1,981 73,900 SH DEFINED 1 73,900 SHARED ISHARES INC MSCI S KOREA 464286772 215 3,400 SH DEFINED 1 3,400 SHARED ISHARES INC MSCI STH AFRCA 464286780 5,655 79,000 SH DEFINED 1 79,000 SHARED ISHARES INC MSCI GERMAN 464286806 2,309 93,400 SH DEFINED 1 93,400 SHARED ISHARES INC MSCI MEX INVEST 464286822 2,631 37,300 SH DEFINED 1 37,300 ISHARES INC MSCI JAPAN 464286848 1,059 108,596 SH SOLE 108,596 SHARED ISHARES INC MSCI HONG KONG 464286871 6,908 355,700 SH DEFINED 1 355,700 ISHARES TR BARCLYS TIPS BD 464287176 1,625 13,361 SH SOLE 13,361 SHARED ISHARES TR BARCLYS TIPS BD 464287176 4,078 33,539 SH DEFINED 1 33,539 SHARED ISHARES TR FTSE CHINA25 IDX 464287184 3,793 93,700 SH DEFINED 1 93,700 SHARED ISHARES TR TRANSP AVE IDX 464287192 226 2,400 SH DEFINED 1 2,400 SHARED ISHARES TR CORE TOTUSBD ETF 464287226 2,105 18,945 SH DEFINED 1 18,945 ISHARES TR MSCI EMERG MKT 464287234 23,350 526,493 SH SOLE 526,493 SHARED ISHARES TR IBOXX INV CPBD 464287242 2,337 19,300 SH DEFINED 1 19,300 ISHARES TR IBOXX INV CPBD 464287242 7,945 65,600 SH SOLE 65,600 SHARED ISHARES TR S&P GBL HLTHCR 464287325 484 7,500 SH DEFINED 1 7,500 SHARED ISHARES TR S&P GBL FIN 464287333 712 15,600 SH DEFINED 1 15,600 SHARED ISHARES TR S&P/TOPIX 150 464287382 1,528 36,000 SH DEFINED 1 36,000 ISHARES TR S&P LTN AM 40 464287390 3,176 72,446 SH SOLE 72,446 SHARED ISHARES TR BARCLYS 20+ YR 464287432 1,842 15,200 SH DEFINED 1 15,200 ISHARES TR BARCLYS 20+ YR 464287432 8,456 69,648 SH SOLE 69,648 SHARED ISHARES TR BARCLYS 7-10 YR 464287440 2,312 21,506 SH DEFINED 1 21,506 SHARED ISHARES TR BARCLYS 1-3 YR 464287457 4,935 58,454 SH DEFINED 1 58,454 ISHARES TR MSCI EAFE INDEX 464287465 845 14,880 SH SOLE 14,880 SHARED ISHARES TR CORE S&P MCP ETF 464287507 2,288 22,500 SH DEFINED 1 22,500 SHARED ISHARES TR S&P NA MULTIMD 464287531 2,305 81,900 SH DEFINED 1 81,900 SHARED ISHARES TR NASDQ BIO INDX 464287556 4,597 33,500 SH DEFINED 1 33,500 SHARED ISHARES TR S&P MC 400 GRW 464287606 4,611 40,300 SH DEFINED 1 40,300 ISHARES TR RUSL 2000 VALU 464287630 504 6,674 SH SOLE 6,674 SHARED ISHARES TR RUSL 2000 VALU 464287630 5,407 71,600 SH DEFINED 1 71,600 ISHARES TR RUSL 2000 GROW 464287648 658 6,909 SH SOLE 6,909 ISHARES TR RUSSELL 2000 464287655 78,312 929,080 SH SOLE 929,080 SHARED ISHARES TR DJ US INDUSTRL 464287754 909 12,400 SH DEFINED 1 12,400 SHARED- ISHARES TR DJ US FINL SVC 464287770 700 11,800 SH DEFINED 1 11,800 SHARED ISHARES TR CONS GOODS IDX 464287812 568 7,600 SH DEFINED 1 7,600 SHARED ISHARES TR S&P EURO PLUS 464287861 269 6,838 SH DEFINED 1 6,838 ISHARES TR S&P EURO PLUS 464287861 1,380 35,109 SH SOLE 35,109 SHARED ISHARES TR S&P SMLCP VALU 464287879 2,306 28,500 SH DEFINED 1 28,500 SHARED ISHARES TR S&P GTFIDX ETF 464288174 846 18,700 SH DEFINED 1 18,700 SHARED ISHARES TR MID CORE INDEX 464288208 2,169 22,000 SH DEFINED 1 22,000 SHARED ISHARES TR S&P NTL AMTFREE 464288414 368 3,328 SH DEFINED 1 3,328 SHARED ISHARES TR S&P ASIA 50 IN 464288430 1,069 22,200 SH DEFINED 1 22,200 SHARED ISHARES TR EPRA/NAR DEV R/E 464288489 887 26,800 SH DEFINED 1 26,800 SHARED ISHARES TR HIGH YLD CORP 464288513 8,785 94,300 SH DEFINED 1 94,300 ISHARES TR HIGH YLD CORP 464288513 18,140 194,717 SH SOLE 194,717 SHARED ISHARES TR MRTG PLS CAP IDX 464288539 2,296 167,800 SH DEFINED 1 167,800 SHARED ISHARES TR BARCLYS 1-3YR CR 464288646 359 3,400 SH DEFINED 1 3,400 SHARED ISHARES TR BARCLYS 3-7 YR 464288661 1,947 15,805 SH DEFINED 1 15,805 SHARED ISHARES TR BARCLYS SH TREA 464288679 3,253 29,500 SH DEFINED 1 29,500 SHARED ISHARES TR S&P GLB MTRLS 464288695 244 3,900 SH DEFINED 1 3,900 SHARED ISHARES TR S&P GL CONSUME 464288745 2,758 44,700 SH DEFINED 1 44,700 SHARED ISHARES TR DJ HOME CONSTN 464288752 332 15,700 SH DEFINED 1 15,700 SHARED ISHARES TR DJ AEROSPACE 464288760 621 9,100 SH DEFINED 1 9,100 SHARED ISHARES TR DJ INS INDX FD 464288786 201 6,100 SH DEFINED 1 6,100 SHARED ISHARES TR DJ MED DEVICES 464288810 297 4,400 SH DEFINED 1 4,400 SHARED ISHARES TR DJ PHARMA INDX 464288836 298 3,500 SH DEFINED 1 3,500 SHARED ISHARES TR ZEALAND INVST 464289123 1,162 33,600 SH DEFINED 1 33,600 ISHARES S&P GSCI COMMODITY I UNIT BEN INT 46428R107 950 28,963 SH SOLE 28,963 SHARED ISHARES TR PHILL INVSTMRK 46429B408 1,171 33,900 SH DEFINED 1 33,900 SHARED ISHARES TR POLND INVT MKT 46429B606 465 15,700 SH DEFINED 1 15,700 SHARED ISHARES TR MSCI RUSS INDX 46429B705 2,341 99,000 SH DEFINED 1 99,000 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 298 18,108 SH SOLE 18,108 JPMORGAN CHASE & CO COM 46625H100 6,115 139,073 SH SOLE 139,073 JANUS CAP GROUP INC COM 47102X105 154 18,129 SH SOLE 18,129 KLA-TENCOR CORP COM 482480100 949 19,869 SH SOLE 19,869 KEYCORP NEW COM 493267108 289 34,282 SH SOLE 34,282 KIMCO RLTY CORP COM 49446R109 288 14,881 SH SOLE 14,881 LAM RESEARCH CORP COM 512807108 909 25,157 SH SOLE 25,157 LINCOLN NATL CORP IND COM 534187109 296 11,426 SH SOLE 11,426 LINEAR TECHNOLOGY CORP COM 535678106 934 27,237 SH SOLE 27,237 LOEWS CORP COM 540424108 457 11,221 SH SOLE 11,221 LOWES COS INC COM 548661107 259 7,292 SH SOLE 7,292 M & T BK CORP COM 55261F104 448 4,550 SH SOLE 4,550 MEMC ELECTR MATLS INC COM 552715104 122 38,146 SH SOLE 38,146 MFS CHARTER SHARED INCOME TR SH BEN INT 552727109 202 19,928 SH DEFINED 1 19,928 MFA FINANCIAL INC COM 55272X102 102 12,615 SH SOLE 12,615 SHARED MFS INTER INCOME TR SH BEN INT 55273C107 156 24,153 SH DEFINED 1 24,153 MFS GOVT MKTS INCOME SHARED TR SH BEN INT 552939100 200 29,137 SH DEFINED 1 29,137 MKS INSTRUMENT INC COM 55306N104 224 8,677 SH SOLE 8,677 MACERICH CO COM 554382101 273 4,685 SH SOLE 4,685 MAGNUM HUNTER RES CORP DEL COM 55973B102 405 101,627 SH SOLE 101,627 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 33,189 715,428 SH SOLE 715,428 MARKET VECTORS ET SHARED TR BIOTECH ETF 57060U183 2,870 53,770 SH DEFINED 1 53,770 MARKET VECTORS ETF SHARED- TR MV STEEL INDEX 57060U308 239 4,900 SH DEFINED 1 4,900 MARKET VECTORS ETF TR RUSSIA ETF 57060U506 1,227 40,946 SH SOLE 40,946 MARKET VECTORS ETF SHARED TR AGRIBUS ETF 57060U605 2,649 50,200 SH DEFINED 1 50,200 MARKET VECTORS ETF SHARED TR GAMING ETF 57060U829 1,071 30,200 SH DEFINED 1 30,200 MARKET VECTORS ETF SHARED TR COAL ETF 57060U837 2,320 92,300 SH DEFINED 1 92,300 MARSH & MCLENNAN COS INC COM 571748102 677 19,650 SH SOLE 19,650 MASTERCARD INC CL A 57636Q104 1,916 3,899 SH SOLE 3,899 METLIFE INC COM 59156R108 1,013 30,743 SH SOLE 30,743 METROPCS SHARED COMMUNICATIONS INC COM 591708102 121 12,177 SH DEFINED 1 12,177 MICRON TECHNOLOGY INC COM 595112103 954 150,197 SH SOLE 150,197 MINDRAY MEDICAL INTL LTD SPON ADR 602675100 273 8,337 SH SOLE 8,337 MOODYS CORP COM 615369105 352 6,998 SH SOLE 6,998 MORGAN STANLEY COM 617446448 1,071 56,021 SH SOLE 56,021 NYSE EURONEXT COM 629491101 288 9,132 SH SOLE 9,132 NETEASE INC SPONSORED ADR 64110W102 312 7,325 SH SOLE 7,325 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 266 13,672 SH SOLE 13,672 NEW YORK CMNTY BANCORP INC COM 649445103 203 15,520 SH SOLE 15,520 NEWFIELD EXPL CO COM 651290108 382 14,249 SH SOLE 14,249 NOBLE ENERGY INC COM 655044105 384 3,771 SH SOLE 3,771 NORTHERN TR CORP COM 665859104 389 7,759 SH SOLE 7,759 NORTHROP GRUMMAN CORP COM 666807102 224 3,308 SH SOLE 3,308 NVIDIA CORP COM 67066G104 923 75,079 SH SOLE 75,079 PNC FINL SVCS GROUP INC COM 693475105 1,200 20,588 SH SOLE 20,588 PENN VA CORP COM 707882106 364 82,627 SH SOLE 82,627 PEOPLES UNITED FINANCIAL INC COM 712704105 146 12,094 SH SOLE 12,094 ADR PERFECT WORLD CO LTD SPON REP B 71372U104 116 10,899 SH SOLE 10,899 PETROCHINA CO LTD SPONSORED ADR 71646E100 761 5,292 SH SOLE 5,292 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 338 17,525 SH SOLE 17,525 PHILIP MORRIS INTL INC COM 718172109 208 2,485 SH SOLE 2,485 SHARED PIMCO ETF TR TOTL RETN ETF 72201R775 4,749 43,545 SH DEFINED 1 43,545 PLUM CREEK TIMBER CO INC COM 729251108 262 5,902 SH SOLE 5,902 POWERSHARES INDIA ETF TR INDIA PORT 73935L100 4,342 236,485 SH SOLE 236,485 POWERSHARES ETF SHARED TRUST DWA TECH LDRS 73935X153 2,287 81,900 SH DEFINED 1 81,900 POWERSHARES ETF SHARED TRUST BASIC MAT SECT 73935X427 619 15,300 SH DEFINED 1 15,300 POWERSHARES ETF SHARED TRUST WATER RESOURCE 73935X575 928 44,700 SH DEFINED 1 44,700 POWERSHARES ETF SHARED TRUST DYN RETAIL PTF 73935X617 240 9,500 SH DEFINED 1 9,500 POWERSHARES ETF SHARED TRUST DYN EN EX PROD 73935X658 682 25,300 SH DEFINED 1 25,300 POWERSHARES ETF SHARED TRUST AERSPC DEF PTF 73935X690 452 21,600 SH DEFINED 1 21,600 POWERSHARES ETF SHARED TRUST DYN LSR & ENT 73935X757 306 13,400 SH DEFINED 1 13,400 POWERSHARES ETF SHARED TRUST DYN MEDIA PORT 73935X823 529 31,700 SH DEFINED 1 31,700 POWERSHARES ETF SHARED TRUST DYN FD & BEV 73935X849 297 14,900 SH DEFINED 1 14,900 POWERSHARES GLOBAL SHARED ETF TRUST GBL WTR PORT 73936T623 573 31,800 SH DEFINED 1 31,800 POWERSHARES GLOBAL SHARED ETF TRUST ASIA PAC EX-JP 73936T854 778 13,600 SH DEFINED 1 13,600 POWERSHARES ETF SHARED TR II S&P SMCP C DIS 73937B506 309 9,300 SH DEFINED 1 9,300 POWERSHARES ETF SHARED TR II EM MRK LOW VOL 73937B662 658 22,800 SH DEFINED 1 22,800 PRICE T ROWE GROUP INC COM 74144T108 607 9,325 SH SOLE 9,325 PRINCIPAL FINL GROUP INC COM 74251V102 312 10,948 SH SOLE 10,948 PROGRESSIVE CORP OHIO COM 743315103 547 25,916 SH SOLE 25,916 PROLOGIS INC COM 74340W103 599 16,426 SH SOLE 16,426 SHARED PROTECTIVE LIFE CORP COM 743674103 252 8,803 SH DEFINED 1 8,803 PRUDENTIAL FINL INC COM 744320102 896 16,804 SH SOLE 16,804 PUBLIC STORAGE COM 74460D109 757 5,219 SH SOLE 5,219 PUTNAM PREMIER INCOME SHARED TR SH BEN INT 746853100 157 28,760 SH DEFINED 1 28,760 QEP RES INC COM 74733V100 375 12,391 SH SOLE 12,391 QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 232 7,804 SH SOLE 7,804 QUESTAR CORP COM 748356102 370 18,704 SH SOLE 18,704 QUICKSILVER RESOURCES INC COM 74837R104 323 112,919 SH SOLE 112,919 RANGE RES CORP COM 75281A109 377 5,993 SH SOLE 5,993 RAYONIER INC COM 754907103 224 4,327 SH SOLE 4,327 REGIONS FINL CORP NEW COM 7591EP100 377 53,015 SH SOLE 53,015 RENREN INC SPONSORED ADR 759892102 129 37,341 SH SOLE 37,341 REVENUESHARES ETF SHARED TR MID CAP FD 761396209 1,588 49,500 SH DEFINED 1 49,500 REVENUESHARES ETF SHARED TR SMALL CAP FD 761396308 764 20,400 SH DEFINED 1 20,400 RYDEX ETF TRUST SHARED GUG S&P MC400 PG 78355W601 4,636 50,800 SH DEFINED 1 50,800 RYDEX ETF TRUST SHARED GUG S&P500 EWCON 78355W874 422 6,100 SH DEFINED 1 6,100 SL GREEN RLTY CORP COM 78440X101 243 3,167 SH SOLE 3,167 SLM CORP COM 78442P106 285 16,629 SH SOLE 16,629 SM ENERGY CO COM 78454L100 402 7,693 SH SOLE 7,693 SPDR S&P 500 ETF TR TR UNIT 78462F103 2,095 14,701 SH SOLE 14,701 SPDR INDEX SHS FDS SHARED EURO STOXX 50 78463X202 4,586 132,300 SH DEFINED 1 132,300 SPDR INDEX SHS SHARED FDS ASIA PACIF ETF 78463X301 295 3,800 SH DEFINED 1 3,800 SPDR INDEX SHS SHARED FDS S&P CHINA ETF 78463X400 3,423 46,200 SH DEFINED 1 46,200 SPDR INDEX SHS SHARED FDS EUROPE ETF 78463X608 246 5,600 SH DEFINED 1 5,600 SPDR INDEX SHS FDS SHARED MIDEAST AFRICA 78463X806 206 2,800 SH DEFINED 1 2,800 SPDR INDEX SHS FDS SHARED RUSS NOM SC JP 78463X822 623 14,700 SH DEFINED 1 14,700 SPDR SERIES TRUST BRC HGH YLD BD 78464A417 34,266 843,368 SH SOLE 843,368 SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 647 10,603 SH SOLE 10,603 SPDR SERIES TRUST SHARED BRCLYS INTL ETF 78464A516 1,557 25,500 SH DEFINED 1 25,500 SPDR SERIES TRUST DJ REIT ETF 78464A607 825 11,307 SH SOLE 11,307 SPDR SERIES TRUST SHARED OILGAS EQUIP 78464A748 4,656 134,500 SH DEFINED 1 134,500 SPDR SERIES TRUST SHARED S&P METALS MNG 78464A755 2,302 51,000 SH DEFINED 1 51,000 SPDR SERIES SHARED TRUST S&P INS ETF 78464A789 202 4,600 SH DEFINED 1 4,600 SPDR SERIES TRUST SHARED S&P 400 MDCP GRW 78464A821 1,227 14,400 SH DEFINED 1 14,400 SPDR SERIES TRUST SHARED S&P BIOTECH 78464A870 308 3,500 SH DEFINED 1 3,500 SPDR SERIES TRUST SHARED S&P HOMEBUILD 78464A888 995 37,400 SH DEFINED 1 37,400 SPDR S&P MIDCAP 400 ETF SHARED TR UTSER1 S&PDCRP 78467Y107 2,303 12,400 SH DEFINED 1 12,400 SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 1,894 10,199 SH SOLE 10,199 SANDISK CORP COM 80004C101 1,002 22,993 SH SOLE 22,993 SANDRIDGE ENERGY INC COM 80007P307 347 54,605 SH SOLE 54,605 SCHWAB CHARLES CORP NEW COM 808513105 555 38,663 SH SOLE 38,663 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 243 6,461 SH SOLE 6,461 SELECT SECTOR SHARED SPDR TR SBI HEALTHCARE 81369Y209 479 12,000 SH DEFINED 1 12,000 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 360 9,000 SH SOLE 9,000 SELECT SECTOR SHARED SPDR TR SBI CONS STPLS 81369Y308 268 7,700 SH DEFINED 1 7,700 SELECT SECTOR SHARED SPDR TR SBI CONS DISCR 81369Y407 531 11,200 SH DEFINED 1 11,200 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 5,191 72,668 SH SOLE 72,668 SELECT SECTOR SHARED SPDR TR SBI INT-FINL 81369Y605 592 36,100 SH DEFINED 1 36,100 SELECT SECTOR SHARED SPDR TR SBI INT-INDS 81369Y704 398 10,500 SH DEFINED 1 10,500 SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 7,838 270,745 SH SOLE 270,745 SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N206 196 76,918 SH SOLE 76,918 SIMON PPTY GROUP INC NEW COM 828806109 1,725 10,910 SH SOLE 10,910 SOUTHWESTERN ENERGY CO COM 845467109 375 11,228 SH SOLE 11,228 SPREADTRUM COMMUNICATIONS IN ADR 849415203 274 15,593 SH SOLE 15,593 STATE STR CORP COM 857477103 826 17,564 SH SOLE 17,564 STATOIL ASA SPONSORED ADR 85771P102 373 14,884 SH SOLE 14,884 STMICROELECTRONICS N V NY REGISTRY 861012102 111 15,351 SH SOLE 15,351 SHARED STONE ENERGY CORP COM 861642106 256 12,497 SH DEFINED 1 12,497 SUNTRUST BKS INC COM 867914103 549 19,362 SH SOLE 19,362 SHARED SUPERVALU INC COM 868536103 255 103,142 SH DEFINED 1 103,142 SYNOVUS FINL CORP COM 87161C105 69 28,029 SH SOLE 28,029 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 1,741 101,432 SH SOLE 101,432 TALISMAN ENERGY INC COM 87425E103 372 32,812 SH SOLE 32,812 TARGET CORP COM 87612E106 207 3,504 SH SOLE 3,504 TERADYNE INC COM 880770102 527 31,205 SH SOLE 31,205 TEXAS INSTRS INC COM 882508104 1,880 60,777 SH SOLE 60,777 THOMSON REUTERS CORP COM 884903105 381 13,120 SH SOLE 13,120 TRAVELERS COMPANIES INC COM 89417E109 997 13,878 SH SOLE 13,878 TRINA SOLAR LIMITED SPON ADR 89628E104 110 25,286 SH SOLE 25,286 21VIANET GROUP INC SPONSORED ADR 90138A103 103 10,701 SH SOLE 10,701 UDR INC COM 902653104 208 8,742 SH SOLE 8,742 US BANCORP DEL COM 902973304 2,176 68,140 SH SOLE 68,140 ULTRA PETROLEUM CORP COM 903914109 343 18,946 SH SOLE 18,946 SHARED UNITED ONLINE INC COM 911268100 254 45,509 SH DEFINED 1 45,509 UNUM GROUP COM 91529Y106 288 13,842 SH SOLE 13,842 VALE S A ADR REPSTG PFD 91912E204 347 17,077 SH SOLE 17,077 VANGUARD BD INDEX SHARED FD INC TOTAL BND MRKT 921937835 4,678 55,675 SH DEFINED 1 55,675 VANGUARD INTL EQUITY SHARED INDEX F MSCI EMR MKT ETF 922042858 214 4,800 SH DEFINED 1 4,800 VANGUARD WORLD FDS SHARED CONSUM DIS ETF 92204A108 615 8,100 SH DEFINED 1 8,100 VANGUARD WORLD FDS SHARED HEALTH CAR ETF 92204A504 452 6,300 SH DEFINED 1 6,300 VANGUARD WORLD FDS SHARED INDUSTRIAL ETF 92204A603 228 3,200 SH DEFINED 1 3,200 VANGUARD WORLD FDS SHARED MATERIALS ETF 92204A801 227 2,700 SH DEFINED 1 2,700 VENTAS INC COM 92276F100 673 10,403 SH SOLE 10,403 VANGUARD INDEX FDS SHARED MCAP GR IDXVIP 922908538 1,077 15,700 SH DEFINED 1 15,700 VANGUARD INDEX FDS REIT ETF 922908553 5,931 90,137 SH SOLE 90,137 COM VISA INC CL A 92826C839 2,864 18,894 SH SOLE 18,894 VORNADO RLTY TR SH BEN INT 929042109 587 7,329 SH SOLE 7,329 WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 184 11,666 SH SOLE 11,666 WAL-MART STORES INC COM 931142103 420 6,149 SH SOLE 6,149 WELLS FARGO & CO NEW COM 949746101 6,025 176,264 SH SOLE 176,264 WESTERN ASSET SHARED HIGH INCM FD I COM 95766J102 156 16,199 SH DEFINED 1 16,199 WESTERN ASSET SHARED CLYM INFL OPP COM 95766R104 154 11,642 SH DEFINED 1 11,642 WESTERN UN CO COM 959802109 407 29,935 SH SOLE 29,935 WEYERHAEUSER CO COM 962166104 561 20,179 SH SOLE 20,179 WISDOMTREE TRUST SHARED EMG MKTS SMCAP 97717W281 677 13,700 SH DEFINED 1 13,700 WISDOMTREE TRUST SHARED MDCP EARN FUND 97717W570 2,333 37,400 SH DEFINED 1 37,400 WISDOMTREE TRUST SHARED JP SMALLCP DIV 97717W836 1,162 26,600 SH DEFINED 1 26,600 WISDOMTREE TRUST SHARED JAPN HEDGE EQT 97717W851 9,268 251,300 SH DEFINED 1 251,300 XILINX INC COM 983919101 933 25,981 SH SOLE 25,981 YANZHOU COAL MNG CO LTD SPON ADR H SHS 984846105 317 18,567 SH SOLE 18,567 YOUKU TUDOU INC SPONSORED ADR 98742U100 223 12,226 SH SOLE 12,226 SHS AON PLC CL A G0408V102 653 11,738 SH SOLE 11,738 ARCH CAP GROUP LTD ORD G0450A105 211 4,787 SH SOLE 4,787 EVEREST RE GROUP LTD COM G3223R108 205 1,864 SH SOLE 1,864 INVESCO LTD SHS G491BT108 427 16,384 SH SOLE 16,384 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 640 88,208 SH SOLE 88,208 WARNER CHILCOTT SHARED PLC IRELAND SHS A G94368100 259 21,479 SH DEFINED 1 21,479 XL GROUP PLC SHS G98290102 279 11,117 SH SOLE 11,117 ACE LTD SHS H0023R105 972 12,184 SH SOLE 12,184 MELLANOX TECHNOLOGIES LTD SHS M51363113 414 6,975 SH SOLE 6,975 NXP SEMICONDUCTORS N V COM N6596X109 943 35,778 SH SOLE 35,778 AVAGO TECHNOLOGIES LTD SHS Y0486S104 810 25,571 SH SOLE 25,571 606,290 15,406,926